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Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 -130,594 -69,186 -1.717196 -1.189225
1 equities 1170E1 VIX FUTURES -6,513 8,598 1.756720 2.109400
2 equities 239742 RUSSELL E-MINI 2,055 -3,370 1.231257 1.662932
3 equities 12460+ DJIA Consolidated 13,062 4,882 1.170823 0.452521
4 equities 209742 NASDAQ MINI 26,422 -4,901 1.225002 1.792316
5 equities 240741 NIKKEI STOCK AVERAGE -2,464 -498 0.520043 0.110429
6 rates 043602 UST 10Y NOTE -1,031,926 -83,132 -1.485384 -2.173014
7 rates 044601 UST 5Y NOTE -1,559,689 134,060 0.639410 -0.494830
8 rates 042601 UST 2Y NOTE -1,026,637 -14,919 1.126563 0.337945
9 rates 020601 UST BOND -92,007 -35,408 -2.365285 -2.310208
10 rates 045601 FED FUNDS 178,807 235,228 3.074918 2.199412
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX 1,790 -18,416 -3.345848 -0.874840
13 currencies 097741 JAPANESE YEN 56,130 755 1.173700 1.884996
14 currencies 099741 EURO FX 84,545 -8,920 0.823076 1.267449
15 currencies 096742 BRITISH POUND 67,805 -27,478 -0.610945 0.317323
16 currencies 232741 AUSTRALIAN DOLLAR -39,216 -25,196 -0.961089 0.320801
17 currencies 090741 CANADIAN DOLLAR -75,284 -4,347 1.350828 0.681912
18 currencies 095741 MEXICAN PESO 7,808 -19,256 -2.216665 -1.882189
19 currencies 112741 NZ DOLLAR -1,890 1,425 -0.322376 -0.100562
20 currencies 092741 SWISS FRANC -18,035 4,200 1.347672 1.645304
21 commodities 133741 BITCOIN -1,104 -593 -1.195405 -0.804854
22 commodities 06765T BRENT LAST DAY -24,370 -1,892 -1.395814 -0.333748
23 commodities 088691 GOLD 307,764 27,137 1.641398 2.144753
24 commodities 085692 COPPER- #1 21,267 7,172 -0.546179 -1.000077
25 commodities 023651 NAT GAS NYME -89,352 -1,427 0.147707 0.672929
26 commodities 111659 GASOLINE RBOB 16,769 1,218 -0.879875 -1.205616
27 commodities 022651 NY HARBOR ULSD -13,971 -6,924 -2.554318 -3.234480
28 commodities 084691 SILVER 56,332 16,227 1.520944 1.300061
29 commodities 076651 PLATINUM 21,639 12,712 0.869320 0.629830
30 commodities 002602 CORN -60,728 -15,317 1.495578 1.312112
31 commodities 005602 SOYBEANS -123,074 9,170 1.336820 0.231096
32 commodities 001602 WHEAT-SRW -18,202 1,838 2.078172 1.380373
33 commodities 001612 WHEAT-HRW -8,248 104 2.055034 1.356410
34 commodities 057642 LIVE CATTLE 59,122 -1,869 -1.260657 -1.389641
35 commodities 054642 LEAN HOGS 47,595 4,271 1.663910 0.028384
36 commodities 080732 SUGAR NO. 11 65,945 19,462 1.281790 1.003985
37 commodities 033661 COTTON NO. 2 -22,376 18,867 0.669862 -0.570661
38 commodities 083731 COFFEE C 67,154 4,659 0.401044 0.289739
39 commodities 073732 COCOA 27,409 3,415 2.250985 1.640580
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 3,875 -266 0.845160 0.576056

Plotting plotly¶

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